汇率决定理论的发展与前沿述评
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上海财经大学学报 2006 年 第 08 卷第 03 期, 页码：93 - 98
摘要
参考文献
摘要
汇率决定问题是国际金融领域的一个重要命题,其间得到不断地丰富和发展。本文对汇率决定理论的发展脉络、内容、前沿作系统性地概述,并作出精要地评判。文章指出汇率行为的复杂性将是汇率决定理论研究的一个方向,非线性分析工具将成为汇率行为研究的主要手段。
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[5]Cassel,G.AbnormalDeviationinInternationalExchange[J].EconomicJournal,1918,28:413～15.
[6]DEGrauwe,P.,Dewachter,H.andEmbrechts,M.ExchangeRateTheories:ChaoticModelsoftheFor eignExchangeMarkets[M].Blackwell,1993.
[7]DEGrauwe,P.andGrimaldi,M.ComplexityintheForeignExchangeMarket.InJ.BarkleyandRosser,Jr.,(eds),ComplexityinEconomicsII[M].Northampton,MA:EdwardElgarPub,2004.
[8]DEGrauwe,P.andVansanten,K.SpeculativeDynamicsandChaosintheFXMarkets.InR.O'Brienand S.Hewin(eds),FinanceandInternationalEconomy,4thedn[M].Oxford:OxfordUniversityPress,1991.
[9]Dornbusch,R.ExpectationsandExchangeRateDynamics[J].JournalofPoliticalEconomy,1976a,84:1161～76.
[10]Dornbusch,R.ExchangeRateExpectationsandMonetaryPolicy[J].JournalofInternationalEconom ics,1976b,6:231～44.
[11]Dornbusch,R.andFisher,S.ExchangeRatesandtheCurrentAccount[J].AmericanEconomicRe view,1980,70(5):960～71.
[12]Driksell,R.A.andSheffrin,S.M.OntheMark:Comment[J].AmericanEconomicReview,1981,71(5):1058～74.
[13]Dumas,B.DynamicEquilibriumandtheRealExchangeRatesinSpatiallySeparatedWorld[J].Review ofFinancialStudies,1992,5:153～80.
[14]Flemming,J.M.DomesticFinancialPoliciesUnderFixedandUnderFloatingExchangeRates[J].Inter nationalMonetaryFundStaffPapers,1962,12:369～80.
[15]Frankel,F.A.TestsofMonetaryandPortfolioBalanceModels.inJ.F.BilsonandR.C.Martson(eds),ExchangeRateTheoryandPractice[M],Chicago:UniversityofChicagoPress,1984.
[16]Friedman,M.TheCaseforFlexibleExchangeRates.inM.Friedman,EssaysinPositiveEconomics[M],Chicago:UniversityofChicagoPress,1953,157～203.
[17]Harberger,A.C.CurrencyDepreciation,IncomeandtheBalanceofTrade[J].JournalofPoliticalEcon omy,1950,58:47～60.
[18]Haynes,S.E.andStone,J.A.OntheMark:Comment[J].AmericanEconomicReview,1981,71(5):1060～7.
[19]Kilian,L.andM.P.Taylor.WhyisitsoDifficulttoBeattheRandomWalkForecastofExchangeRates?[J]JournalofInternationalEconomics,2003,60(1):85～107.
[20]Laursen,S.andL.A.Metzler.FlexibleExchangeRateandtheTheoryofEmployment[J].Reviewof EconomicsandStatistics,1950,32:281～99.
[21]Lerner,A.P.TheSymmetryBetweenExportandImportTaxes[J].Economica3,1936,306～13.
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靳玉英. 汇率决定理论的发展与前沿述评[J]. 上海财经大学学报, 2006, 8(3): 93–98.
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